+239.8%
BBY vs STLD
+1,092.9%
-853.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | +1.2% | -2.8% | +4.0% | +2.2% |
| 30D | +6.8% | -10.4% | +17.2% | +10.7% |
| 3M | +18.7% | -10.6% | +29.3% | +22.5% |
| 6M | +37.3% | +32.7% | +4.6% | +21.5% |
| YTD | +35.3% | +42.8% | -7.5% | +15.8% |
| 1Y | +20.7% | +86.9% | -66.3% | -6.9% |
| 3Y | +39.4% | +143.8% | -104.4% | -4.6% |
| 5Y | -1.5% | +293.5% | -295.0% | -46.4% |
| 10Y | +239.8% | +1,122.7% | -882.9% | +18.6% |
| All | +239.8% | +1,092.9% | -853.0% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling